+265.1%
MU vs NTRS
+43.5%
+221.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.1% | -10.1% | -8.8% |
| 7D | -19.1% | +3.6% | -22.7% | -20.8% |
| 30D | -25.2% | +4.3% | -29.6% | -27.1% |
| 3M | -10.9% | -1.9% | -9.0% | -10.1% |
| 6M | +38.0% | +11.4% | +26.6% | +30.3% |
| YTD | +178.8% | +32.3% | +146.5% | +126.4% |
| 1Y | +265.1% | +42.5% | +222.6% | +185.8% |
| All | +265.1% | +43.5% | +221.7% | +185.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling